Luca Vincenzo Ballestra

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 11

Top Topics

Stochastic Differential Equations

Top Venues

Appl. Math. Comput.

J. Comput. Appl. Math.

Math. Comput. Simul.

IEEE Trans. Engineering Management

Publications

Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. Eur. J. Oper. Res. 314 (3) (2024)
Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Appl. Math. Comput. 470 (2024)
F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226 (2024)
Beatrice Orlando, Luca Vincenzo Ballestra, Veronica Scuotto, Marco Pironti, Manlio Del Giudice
The Impact of R&D Investments on Eco-Innovation: A Cross-Cultural Perspective of Green Technology Management. IEEE Trans. Engineering Management 69 (5) (2022)
Luca Vincenzo Ballestra
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. Comput. Manag. Sci. 18 (2) (2021)
Armando Papa, Roberto Chierici, Luca Vincenzo Ballestra, Dirk Meissner, Mehmet A. Orhan
Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe. J. Knowl. Manag. 25 (4) (2021)
Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra
-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348 (2019)
Luca Vincenzo Ballestra, Liliana Cecere
A fast numerical method to price American options under the Bates model. Comput. Math. Appl. 72 (5) (2016)
Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli
Computing survival probabilities based on stochastic differential models. J. Comput. Appl. Math. 277 (2015)
Davood Ahmadian, Luca Vincenzo Ballestra
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. Int. J. Comput. Math. 92 (11) (2015)
Jamal Amani Rad, Kourosh Parand, Luca Vincenzo Ballestra
Pricing European and American options by radial basis point interpolation. Appl. Math. Comput. 251 (2015)
Luca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology. Int. J. Bifurc. Chaos 24 (9) (2014)
Luca Vincenzo Ballestra
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing. J. Comput. Appl. Math. 256 (2014)
Luca Vincenzo Ballestra, Manlio Del Giudice, Maria Rosaria Della Peruta
An analysis of a model for the diffusion of engineering innovations under multi-firm competition. Int. J. Technol. Manag. 66 (4) (2014)
Luca Vincenzo Ballestra, Graziella Pacelli
A boundary element method to price time-dependent double barrier options. Appl. Math. Comput. 218 (8) (2011)
Luca Vincenzo Ballestra, Carlo Sgarra
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. Comput. Math. Appl. 60 (6) (2010)